ACGL vs. ADM
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or ADM.
Key characteristics
| ACGL | ADM | |
|---|---|---|
| YTD Return | 25.47% | -13.95% |
| 1Y Return | 28.38% | -16.69% |
| 3Y Return (Ann) | 32.63% | 3.52% |
| 5Y Return (Ann) | 23.17% | 11.50% |
| 10Y Return (Ann) | 17.19% | 6.19% |
| Sharpe Ratio | 1.23 | -0.65 |
| Daily Std Dev | 23.10% | 33.28% |
| Max Drawdown | -54.73% | -68.01% |
| Current Drawdown | -1.80% | -34.90% |
Fundamentals
| ACGL | ADM | |
|---|---|---|
| Market Cap | $34.86B | $31.41B |
| EPS | $11.62 | $6.43 |
| PE Ratio | 8.00 | 9.74 |
| PEG Ratio | 2.24 | 16.43 |
| Revenue (TTM) | $13.63B | $93.94B |
| Gross Profit (TTM) | $2.85B | $7.57B |
| EBITDA (TTM) | $3.68B | $4.99B |
Correlation
The correlation between ACGL and ADM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ACGL vs. ADM - Performance Comparison
In the year-to-date period, ACGL achieves a 25.47% return, which is significantly higher than ADM's -13.95% return. Over the past 10 years, ACGL has outperformed ADM with an annualized return of 17.19%, while ADM has yielded a comparatively lower 6.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ACGL vs. ADM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Archer-Daniels-Midland Company (ADM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ACGL vs. ADM - Dividend Comparison
ACGL has not paid dividends to shareholders, while ADM's dividend yield for the trailing twelve months is around 3.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADM Archer-Daniels-Midland Company | 3.01% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
Drawdowns
ACGL vs. ADM - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for ACGL and ADM. For additional features, visit the drawdowns tool.
Volatility
ACGL vs. ADM - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 6.91% compared to Archer-Daniels-Midland Company (ADM) at 5.41%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ACGL vs. ADM - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Archer-Daniels-Midland Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities